Volatility adjustment in MultiPrice – A revised TrippEl model Anders Løland Ingrid Hobæk Haff Publication details Publisher: Norsk Regnesentral Series: NR-notat (SAMBA/20/04) Year: 2004 Issue: SAMBA/20/04 Number of pages: 8 Anders Løland Research Director SAMBA You are here: Home Publications Report Volatility adjustment in MultiPrice – A revised TrippEl model
